Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
作者:
S. Sivaganesan,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1991)
卷期:
Volume 19,
issue 1
页码: 57-65
ISSN:0319-5724
年代: 1991
DOI:10.2307/3315536
出版商: Wiley‐Blackwell
关键词: Bayesian robustness;contamination class;unimodal;quantiles
数据来源: WILEY
摘要:
AbstractPrior information is modeled either by (1) a class of unimodal distributions with specified quantiles, or by (2) an ∈‐contamination class with contaminations subject to unimodal and quantile restrictions. We show how the ranges of certain posterior summaries can be found. Using numerical examples, we compare the robustness behaviour under these classes, and assess the effect, in terms of robustness, of specifying a base pr
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